-14.6%
EW vs ALB
-61.7%
+47.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +11.0% | +9.1% | +1.9% | +10.0% |
| 30D | +19.1% | -3.4% | +22.5% | +19.4% |
| 3M | +14.4% | -20.6% | +35.0% | +16.8% |
| 6M | +22.8% | -48.2% | +70.9% | +30.6% |
| YTD | +19.8% | -29.2% | +49.1% | +22.0% |
| 1Y | +23.9% | +10.0% | +13.9% | +19.7% |
| 3Y | +52.2% | -12.9% | +65.1% | +43.7% |
| All | -14.6% | -61.7% | +47.2% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling